Raotbl1

<p>This data set contains the time series used by David A. Dickey, Dennis
  W. Jansen and Daniel L. Thornton in their article: ``A Primer on
  Cointegrating with an Application to Money and Income''.</p>

datasets

Unit root and cointegration tests encountered in applied
econometric analysis are implemented.

Bernhard Pfaff

urca

Unit Root and Cointegration Tests for Time Series Data

Eric Zivot

Matthieu Stigler

Raotbl1 function

<p>A data frame with quarterly oberservations (ts objects) starting in
  1953:1 until 1988:4 for the following 4 variables (all transformed to
  natural logarithms.</p>  
<p></p><table class="table">
<tr><td><code>k</code></td><td>Ratio of currency to total checkable deposits.</td></tr>
<tr><td><code>ksa</code></td><td>seasonally adjusted series of <code>k</code>.</td></tr>
<tr><td><code>r3m</code></td><td>Nominal 3 month T-Bill rate.</td></tr>
<tr><td><code>r10y</code></td><td>Nominal yield on 10-year Government securities.</td></tr>
<tr><td><code>rgnp</code></td><td>Real GNP.</td></tr>
</table><p></p><p></p>

Format

Author

Data set used by Dickey, Jansen \&amp; Thornton (1994) — Raotbl1

<p>A data frame with quarterly oberservations (ts objects) starting in
  1953:1 until 1988:4 for the following 4 variables (all transformed to
  natural logarithms.</p>  
<p></p><table class='table'>
<tr><td><code>k</code></td><td>Ratio of currency to total checkable deposits.</td></tr>
<tr><td><code>ksa</code></td><td>seasonally adjusted series of <code>k</code>.</td></tr>
<tr><td><code>r3m</code></td><td>Nominal 3 month T-Bill rate.</td></tr>
<tr><td><code>r10y</code></td><td>Nominal yield on 10-year Government securities.</td></tr>
<tr><td><code>rgnp</code></td><td>Real GNP.</td></tr>
</table>



`k`	Ratio of currency to total checkable deposits.
`ksa`	seasonally adjusted series of `k`.
`r3m`	Nominal 3 month T-Bill rate.
`r10y`	Nominal yield on 10-year Government securities.
`rgnp`	Real GNP.

Raotbl1: Data set used by Dickey, Jansen \& Thornton (1994)

Description

Usage

Arguments

Format

Author